I have special memory connected with this short film. It came as a surprise bonus on my "Three Ages" DVD - along with "My Wife's relations". I was beyond myself with joy to discover them 'cos it meant more fun, so I watched they with great pleasure. These films were selected as a bonus for a reason - they are among the best Keaton works! "The Goat" was the 1st Buster short film I ever watched, and indeed it was a fine introduction to this kind of his works. Everything about it is fine. Its great merit is that it's fast-pased, exciting, with new gags popping up every other second, great chases, smart plot, different locations... never drags and never bores you. It can easily compete with the best Charlie Chaplin works! The print quality is also very good, so is the music score.
One of the highlights is that short but delightful train sequence. I also like it when people gather around a big poster warning about the escaped murdered (with a huge portrait of Buster, who in reality isn't that criminal) and then he passes by and stands right near it, perfectly ignorant of everything, so the folks runs away in panic :D Really, just imagine yourself reading an ad about a wanted criminal and then he comes up and stands right in front of you. It always cracks me up.
This film deserves much more attention and acclaim that it usually gets. So don't miss it! If you haven't seen it you don't really know Buster Keaton.
If you prefer WMV format, here you are: http://www.archive.org/details/TheGoatWMVwithpiano